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Company news affects the way in which a stock’s returns co-move with those of other firms

Verardo, Michela and Patton, Andrew J. (2016) Company news affects the way in which a stock’s returns co-move with those of other firms. LSE Business Review (10 Mar 2016). Website.

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Abstract

The degree of co-movement signals the stock’s systematic risk, write Michela Verardo and Andrew Patton

Item Type: Online resource (Website)
Official URL: http://blogs.lse.ac.uk/businessreview/
Additional Information: © 2016 The Author(s); Online
Divisions: Finance
Subjects: H Social Sciences > HF Commerce
H Social Sciences > HG Finance
Sets: Departments > Finance
Collections > LSE Business Review Blog
Date Deposited: 11 Apr 2017 15:07
Last Modified: 12 Nov 2020 00:46
URI: http://eprints.lse.ac.uk/id/eprint/73496

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